Error when exporting Hyper-V virtual machine to USB memory stick

Recently I needed to export a Hyper-V virtual machine to another computer.

I decided to export it directly to a USB memory stick.

However it failed consistently with this error message:

An error occurred while attempting to export the virtual machine.

Failed to copy file during export.

Failed to copy file from 'C:\Users\Public\Documents\Hyper-V\Virtual Hard Disks\DeploymentTest5New4.vhdx' to 'E:\VM\DeploymentTest5\Virtual Hard Disks\DeploymentTest5New4.vhdx': One or more arguments are invalid (0x80070057).

I examined the file system on the USB stick and discovered that it was FAT32.

FAT32 has a file size limitation of 4 GB.

Most virtual machines are likely to be bigger than that and that was also the case here.

I decided to empty the USB stick and reformat it to NTFS.

Then the virtual machine could be exported without problems.